Risk Management in Emerging Markets Issues, Framework, and Modeling
Langue : Anglais
Auteurs : NGUYEN Duc Khuong, BOUBAKER Sabri, BUCHANAN Bonnie
Academic finance research has shown that emerging markets still suffer
from a myriad of risks such as credit, operational, market, legal and
exchange rate risks. The onset of the subprime crisis 2007, the global
financial crisis 2008-2009, and the Euro-zone public debt crisis since the
end of 2009 has brought to the light a number of emerging markets facing
tumbling currencies, rising inflation, slowing growth, heavy dependence on
foreign capital, and high levels of vulnerability to external shocks due
to increased market integration. This context calls for not only a
reconsideration of recent risk assessment models and risk management
practices, but also the improvement and innovation of these models and
practices. Factors such as liquidity, tail dependence, co-movement,
contagion, and timescale interactions have thus to be part of an
integrated risk assessment and management framework.
This book addresses three main dimensions of risk management in emerging markets:
- 1. the effectiveness of risk management practices;
- 2. current issues and challenges in risk assessment and modelling in emerging market countries;
- 3. the responses of emerging markets to the recent financial crises and the design of risk management models.
This book addresses three main dimensions of risk management in emerging markets:
- 1. the effectiveness of risk management practices;
- 2. current issues and challenges in risk assessment and modelling in emerging market countries;
- 3. the responses of emerging markets to the recent financial crises and the design of risk management models.
Date de parution : 08-2016
Ouvrage de 400 p.
Disponible chez l'éditeur (délai d'approvisionnement : 14 jours).
Prix indicatif 147,93 €
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